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BayesSpec: Bayesian Spectral Analysis Techniques
An implementation of methods for spectral analysis using the Bayesian framework. It includes functions for modelling spectrum as well as appropriate plotting and output estimates. There is segmentation capability with RJ MCMC (Reversible Jump Markov Chain Monte Carlo). The package takes these methods predominantly from the 2012 paper "AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series" <DOI:10.1080/01621459.2012.716340>.
Getting started
Browse package contents
Package details |
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| Author | Rosen, O., Wood, S. and Stoffer, D. |
| Maintainer | Andrew Ferris <andrew.ferris@sydney.edu.au> |
| License | GPL-3 |
| Version | 0.5.3 |
| Package repository | View on CRAN |
| Installation |
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